IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v45y2016i11p3097-3113.html
   My bibliography  Save this article

Recursive kernel estimate of the conditional quantile for functional ergodic data

Author

Listed:
  • Fatima Benziadi
  • Ali Laksaci
  • Fethallah Tebboune

Abstract

In this article, we study the recursive kernel estimator of the conditional quantile of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. Two estimators are considered. While the first one is given by inverting the double-kernel estimate of the conditional distribution function, the second estimator is obtained by using the robust approach. We establish the almost complete consistency of these estimates when the observations are sampled from a functional ergodic process. Finally, a simulation study is carried out to illustrate the finite sample performance of these estimators.

Suggested Citation

  • Fatima Benziadi & Ali Laksaci & Fethallah Tebboune, 2016. "Recursive kernel estimate of the conditional quantile for functional ergodic data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(11), pages 3097-3113, June.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:11:p:3097-3113
    DOI: 10.1080/03610926.2014.901364
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2014.901364
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2014.901364?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Fatimah Alshahrani & Ibrahim M. Almanjahie & Zouaoui Chikr Elmezouar & Zoulikha Kaid & Ali Laksaci & Mustapha Rachdi, 2022. "Functional Ergodic Time Series Analysis Using Expectile Regression," Mathematics, MDPI, vol. 10(20), pages 1-17, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:45:y:2016:i:11:p:3097-3113. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.